I'm not the most DIY person I know.
I don't overclock.
I've never handled a Dremel.
I sometimes shriek at the thought of any form of liquid coursing though the belly of my gaming beast.
Yet, despite all that, I feel that every pc gamer should go through the process of building his/her own gaming rig at least once.
I feel there is something to be said for poring over part specs, sweating over performance reviews, and finally putting a machine together, component by component. In fact, I might even go as far as likening the process to a Jedi building his/her lightsaber (It could be worse, I could go for a LOTR comparison!). 
In order to truly wield your weapon with pinpoint precision and confidence, one must know how it works. Yes, I called a gaming rig a 'weapon', well, in the sense that it's the last line of defense before a wave of trash talk from some 13 year old with lower pings and a faster rig his pops got him reaches you.
I'm pretty sure anyone who's worked on their own car or any other type of machine where they handled and upgraded the parts themselves, would agree. Building your own stuff is cool.
So go do it.